gemseo / problems / optimization

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rosenbrock module

The Rosenbrock analytic problem.

class gemseo.problems.optimization.rosenbrock.Rosenbrock(n_x=2, l_b=-2.0, u_b=2.0, scalar_var=False, initial_guess=None)[source]

Bases: OptimizationProblem

The Rosenbrock optimization problem.

\[f(x) = \sum_{i=2}^{n_x} 100(x_{i} - x_{i-1}^2)^2 + (1 - x_{i-1})^2\]

with the default DesignSpace \([-0.2,0.2]^{n_x}\).

Parameters:
  • n_x (int) –

    The dimension of the design space.

    By default it is set to 2.

  • l_b (float) –

    The lower bound (common value to all variables).

    By default it is set to -2.0.

  • u_b (float) –

    The upper bound (common value to all variables).

    By default it is set to 2.0.

  • scalar_var (bool) –

    If True, the design space will contain only scalar variables (as many as the problem dimension); if False, the design space will contain a single multidimensional variable (whose size equals the problem dimension).

    By default it is set to False.

  • initial_guess (ndarray | None) – The initial guess for optimal solution.

get_solution()[source]

Return the theoretical optimal value.

Returns:

The design variables and the objective at optimum.

Return type:

tuple[ndarray, float]

constraints: list[MDOFunction]

The constraints.

current_iter: int

The current iteration.

database: Database

The database to store the optimization problem data.

design_space: DesignSpace

The design space on which the optimization problem is solved.

eq_tolerance: float

The tolerance for the equality constraints.

fd_step: float

The finite differences step.

ineq_tolerance: float

The tolerance for the inequality constraints.

max_iter: int

The maximum iteration.

new_iter_observables: list[MDOFunction]

The observables to be called at each new iterate.

nonproc_constraints: list[MDOFunction]

The non-processed constraints.

nonproc_new_iter_observables: list[MDOFunction]

The non-processed observables to be called at each new iterate.

nonproc_objective: MDOFunction

The non-processed objective function.

nonproc_observables: list[MDOFunction]

The non-processed observables.

observables: list[MDOFunction]

The observables.

pb_type: ProblemType

The type of optimization problem.

preprocess_options: dict

The options to pre-process the functions.

solution: OptimizationResult | None

The solution of the optimization problem if solved; otherwise None.

stop_if_nan: bool

Whether the optimization stops when a function returns NaN.

use_standardized_objective: bool

Whether to use standardized objective for logging and post-processing.

The standardized objective corresponds to the original one expressed as a cost function to minimize. A DriverLibrary works with this standardized objective and the Database stores its values. However, for convenience, it may be more relevant to log the expression and the values of the original objective.

Examples using Rosenbrock

Scaling

Scaling

Convert a database to a dataset

Convert a database to a dataset